_FXSabrSmileNodes

class rateslib.fx_volatility._FXSabrSmileNodes(_alpha, _beta, _rho, _nu)

Bases: object

A container for data relating to the SABR parameters of a FXSabrSmile.

Attributes Summary

alpha	The \(\alpha\) parameter of the SABR function.
beta	The \(\beta\) parameter of the SABR function.
n
nu	The \(\nu\) parameter of the SABR function.
rho	The \(\rho\) parameter of the SABR function.

Attributes Documentation

alpha

The \(\alpha\) parameter of the SABR function.

beta

The \(\beta\) parameter of the SABR function.

n

nu

The \(\nu\) parameter of the SABR function.

rho

The \(\rho\) parameter of the SABR function.